+20.3%
PFE vs XOP
+54.2%
-33.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -4.3% | +1.0% | -5.2% | -4.3% |
| 30D | +2.7% | +10.8% | -8.1% | +2.6% |
| 3M | +10.0% | +19.5% | -9.5% | +9.4% |
| 6M | +7.2% | +21.6% | -14.4% | +5.1% |
| YTD | +17.3% | +55.8% | -38.5% | +9.3% |
| 1Y | +20.3% | +54.6% | -34.3% | +13.1% |
| All | +20.3% | +54.2% | -33.9% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded XOP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling